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Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 44 (2024) 3, pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
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Information flow, trading activity and commodity futures volatility
Clements, Adam; Todorova, Neda - In: The journal of futures markets 36 (2016) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011567574
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The performance of alternative futures buy-write strategies
Che, Sanry Y. S.; Fung, Joseph K. W. - In: The journal of futures markets 31 (2011) 12, pp. 1202-1227
Persistent link: https://www.econbiz.de/10009355715
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Technical analysis and genetic programming : constructing and testing a commodity portfolio
Roberts, Matthew C. - In: The journal of futures markets 25 (2005) 7, pp. 643-660
Persistent link: https://www.econbiz.de/10002983398
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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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The economics of cash index alternatives
Harris, Lawrence E. - In: The journal of futures markets 10 (1990) 2, pp. 179-194
Persistent link: https://www.econbiz.de/10001128099
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Trading commodity ETFs : price behavior, investment insights, and performance analysis
Hadad, Elroi; Malhotra, Davinder Kumar; Nippani, Srinivas - In: The journal of futures markets 44 (2024) 7, pp. 1257-1276
Persistent link: https://www.econbiz.de/10014553985
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The information flow and market efficiency between th US and Chinese aluminium and copper futures markets
Fung, Hung-gay; Liu, Qingfeng Wilson; Tse, Yiuman - In: The journal of futures markets 30 (2010) 12, pp. 1192-1209
Persistent link: https://www.econbiz.de/10008901289
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Price discovery in interrelated markets
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
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S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong; Ramchander, Sanjay; Zumwalt, J. Kenton - In: The journal of futures markets 34 (2014) 10, pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683